The debate about high frequency trading (HFT) has been raging since around the beginning of 2010, after a couple of years of record profits in 2008 and 2009 were reported upon by the press with a gene ...

New edition of book that demystifies quant and algo trading In this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style—supplemented by real-world e ...

By some estimates, quantitative (or algorithmic) trading now accounts for over one–third of trading volume in the United States. While institutional traders continue to implement this highly effective ...

£34.41

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Level: Intermediate--1) The Science of Algorithmic Trading and Portfolio Management, by Robert Kissell amazon.co.uk

A newly expanded and updated edition of the trading classic, Design, Testing, and Optimization of Trading Systems Trading systems expert Robert Pardo is back, and in The Evaluation and Optimization of ...

$70.56

3) Trading Systems: A new approach to system development and portfolio optimisation, by Tomasini and Jaekle (contributed by @CavaliereVerde) amazon.co.uk

"The key is how to adapt existing codes to the current market conditions, how to build a portfolio and how to know when the moment has come to stop one system and start another one." Every day there a ...

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Level: Advanced--1) Time Series Analysis, by James Douglas Hamiltonamazon.com

The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year ...

"Analysis of financial time series, third edition, is an ideal book for introductory courses on time series at the graduate level and a valuable supplement for statistics courses in time series at the ...

The financial industry has adopted Python at a tremendous rate recently, with some of the largest investment banks and hedge funds using it to build core trading and risk management systems. This hand ...

'Learn R in a Day' provides the reader with key programming skills through an examples-oriented approach and is ideally suited for academics, scientists, mathematicians and engineers. The book assumes ...

Following up on his widely popular algorithmic trading guides, Quantitative Trading and Algorithmic Trading, this third installment is written for quant traders and investors ready for more advanced e ...

For many researchers, Python is a first-class tool mainly because of its libraries for storing, manipulating, and gaining insight from data. Several resources exist for individual pieces of this data ...

Master pandas, an open source Python Data Analysis Library, for financial data analysis About This Book A single source for learning how to use the features of pandas for financial and quantitative an ...

In the next 12 months, conversations on this forum WILL take a swift turn from:

"That Darwin/Strategy/Trader is full of ********* this and that, street trader, shepherds pie trader etc etc"

to

"Hey has anyone seen the mean-reversion on these two currency pairs? Here's my analysis! I've written an R script to test this on multiple datasets, will post my findings as well as anything I find to do with non-stationarity - stay tuned guys!"

I will see to it myself if I have to!

I have a feeling this thread will grow and play a huge role in making this happen

I'm also hoping it will result in a remarkable reduction in Martingale/Casino-type systems running Darwins at the present time - that will improve investor consideration at Darwinex

The more work we can all do to make Darwinex stand out as home to "serious alternative investments", the greater our odds of securing larger investor AuM per each Darwins scalable limitations

We need to further the message of "Institutions don't invest in capacity-constrained ($2-10 million AuM) systems, leaving a pool of potential returns for retail investors to get from such systems.. where can you find some of the best capacity-constrained systems? ... Welcome to Darwinex "

Jake VanderPlas is a long-time user and developer of the Python scientific stack. He currently works as an interdisciplinary research director at the University of Washington, conducts his own astrono ...

CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 73 % of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.